Authorities said Xinia Penley, 40, was last seen July 30. Police say the 5-foot-2-inch woman is seven to eight months pregnant.
Police said Penley had been living at Freedom House, a halfway house for recovering substance abuse patients. A case worker told police Penley recently informed her that she got an apartment in Chapel Hill.
When police talked to the staff at the apartment complex, the staff said she came by with a female friend, but they said she never filled out any application forms. Authorities have also talked with other apartment complex in the Chapel Hill-Carrboro area.
Authorities said it's too early in the investigation to suspect foul play.
Police said Penley is believed to be in the Chapel Hill, Carrboro or Chatham County areas. If you have any information about her whereabouts, you are asked to contact police at 919-968-2760.